Title :
L2 — L∞ filtering for nonlinear stochastic systems
Author :
Aiguo, Wu ; Ying, Zhang ; Guangren, Duan
Author_Institution :
Harbin Inst. of Technol. Shenzhen Grad. Sch., Inst. for Inf. & Control, Harbin
Abstract :
A sufficient condition for a general nonlinear stochastic system to have an L2 - Linfin gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton Jacobi inequality (HJI). By a slight modification, an equivalent form of this condition is also proposed. Based on this modified criterion, the existence condition of an L2 - Linfin filter is given by a second-order nonlinear HJI, and the filter matrices can be obtained by solving such an HJI.
Keywords :
filtering theory; matrix algebra; nonlinear control systems; stochastic systems; Hamilton Jacobi inequality; L2-Linfin filtering; filter matrices; nonlinear stochastic systems; Control systems; Control theory; Filtering; Jacobian matrices; Nonlinear control systems; Nonlinear filters; Stochastic processes; Stochastic systems; Sufficient conditions; White noise; Hamilton Jacobi Inequality; L2 — L∞ filtering; Nonlinear stochastic systems;
Conference_Titel :
Control Conference, 2008. CCC 2008. 27th Chinese
Conference_Location :
Kunming
Print_ISBN :
978-7-900719-70-6
Electronic_ISBN :
978-7-900719-70-6
DOI :
10.1109/CHICC.2008.4605772
